2008年8月21日国债到期收益率
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时间:2008年08月21日 16:55:13 中财网 |
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国债名称 | 代码 | 年利率(%) | 期限 | 剩余年限 | 净价 | 应计天数 | 应计利息 | 全价 | 付息方式 | 到期收益率(%) | 修正久期 | 凸性 | |
国债998 | 101998 | 3.3 | 10 | 1.0904 | 99.88 | 334 | 3.0197 | 102.8997 | 年付 | 0.034 | 1.0206 | 2.0577 | |
国债917 | 101917 | 4.26 | 20 | 12.9507 | 98 | 22 | 0.2568 | 98.2568 | 年付 | 0.0447 | 9.801 | 117.5116 | |
国债912 | 101912 | 3.05 | 10 | 3.1918 | 96.58 | 297 | 2.4818 | 99.0618 | 年付 | 0.0421 | 2.8883 | 11.4718 | |
国债904 | 101904 | 2.87 | 10 | 1.7534 | 100.81 | 91 | 0.7155 | 101.5255 | 年付 | 0.0239 | 1.6358 | 4.2845 | |
国债0809 | 100809 | 3.42 | 1 | 0.8027 | 100 | 73 | 0.684 | 100.684 | 年付 | 0.0339 | 0.7788 | 1.2132 | |
国债0720 | 100720 | 3.66 | 1 | 0.3096 | 100.22 | 247 | 3.66 | 103.88 | 固定单利 | -0.0068 | 0.306 | 0.1873 | |
国债0716 | 100716 | 2.95 | 1 | 0.063 | 99.95 | 337 | 2.95 | 102.9 | 固定单利 | 0.0077 | 0.06 | 0.0072 | |
国债0711 | 100711 | 3.53 | 3 | 1.9014 | 99.66 | 37 | 0.3578 | 100.0178 | 年付 | 0.0372 | 1.7977 | 4.9956 | |
国债0505 | 100505 | 3.37 | 7 | 3.7589 | 96.31 | 89 | 0.8217 | 97.1317 | 年付 | 0.0445 | 3.4086 | 15.2694 | |
国债0503 | 100503 | 3.3 | 5 | 1.6767 | 99 | 118 | 1.0668 | 100.0668 | 年付 | 0.0392 | 1.5826 | 4.0562 | |
国债0501 | 100501 | 4.44 | 10 | 6.5233 | 101.5 | 176 | 2.1468 | 103.6468 | 半年付 | 0.0417 | 5.5031 | 36.1715 | |
国债0410 | 100410 | 4.86 | 7 | 3.263 | 103.08 | 271 | 3.6084 | 106.6884 | 年付 | 0.0383 | 2.8849 | 11.6134 | |
国债0408 | 100408 | 4.3 | 5 | 1.1644 | 101.59 | 307 | 3.6167 | 105.2067 | 年付 | 0.0287 | 1.0891 | 2.2817 | |
国债0407 | 100407 | 4.71 | 7 | 3.0082 | 103 | 363 | 4.6842 | 107.6842 | 年付 | 0.0363 | 2.6553 | 10.1128 | |
国债0404 | 100404 | 4.89 | 7 | 2.7589 | 102.37 | 89 | 1.1924 | 103.5624 | 年付 | 0.0396 | 2.5206 | 8.9713 | |
国债0403 | 100403 | 4.4164 | 5 | 0.663 | 100.9 | 124 | 1.5004 | 102.4004 | 年付 | 0.0297 | 0.6475 | 0.8385 | |
国债0311 | 100311 | 3.5 | 7 | 2.2466 | 99.8 | 277 | 2.6562 | 102.4562 | 年付 | 0.0358 | 2.0685 | 6.4228 | |
国债0308 | 100308 | 3.02 | 10 | 5.0767 | 93.86 | 340 | 2.8132 | 96.6732 | 年付 | 0.0439 | 4.4343 | 25.2447 | |
国债0307 | 100307 | 2.66 | 7 | 1.9973 | 98.53 | 2 | 0.0146 | 98.5446 | 年付 | 0.0343 | 1.903 | 5.4852 | |
国债0303 | 100303 | 3.4 | 20 | 14.663 | 87.3 | 127 | 1.1798 | 88.4798 | 半年付 | 0.046 | 11.0028 | 149.0288 | |
国债0301 | 100301 | 2.66 | 7 | 1.4986 | 98.18 | 185 | 1.3482 | 99.5282 | 年付 | 0.0392 | 1.4128 | 3.3791 | |
国债0215 | 100215 | 2.93 | 7 | 1.2932 | 99.2 | 260 | 2.0871 | 101.2871 | 年付 | 0.0356 | 1.2175 | 2.684 | |
国债0213 | 100213 | 2.6 | 15 | 9.0877 | 85.66 | 155 | 1.0951 | 86.7551 | 半年付 | 0.0455 | 7.7729 | 69.8788 | |
国债0210 | 100210 | 2.39 | 7 | 1.0027 | 98.8 | 6 | 0.0393 | 98.8393 | 年付 | 0.0302 | 0.9495 | 1.8029 | |
国债0203 | 100203 | 2.54 | 10 | 3.6603 | 93.7 | 126 | 0.8768 | 94.5768 | 年付 | 0.0444 | 3.3536 | 14.7654 | |
国债0115 | 100115 | 3 | 7 | 0.326 | 101 | 248 | 2.0384 | 103.0384 | 年付 | -0.0011 | 0.3225 | 0.208 | |
06国债(10) | 10610 | 2.34 | 3 | 0.9041 | 98.94 | 36 | 0.2308 | 99.1708 | 年付 | 0.0353 | 0.8735 | 1.5259 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7342 | 95.4 | 98 | 0.6444 | 96.0444 | 年付 | 0.0421 | 2.5522 | 9.0687 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6548 | 99.69 | 127 | 0.7376 | 100.4276 | 年付 | 0.0257 | 0.6412 | 0.8224 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6027 | 88.31 | 148 | 0.5677 | 88.8777 | 半年付 | 0.046 | 6.6016 | 50.4078 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5233 | 92.2 | 177 | 1.2172 | 93.4172 | 年付 | 0.0445 | 4.0829 | 21.2231 | |
05国债(13) | 10513 | 3.01 | 7 | 4.2658 | 95.72 | 271 | 2.2348 | 97.9548 | 年付 | 0.0412 | 3.8102 | 18.9175 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2438 | 91.13 | 99 | 0.9819 | 92.1119 | 半年付 | 0.0461 | 9.5211 | 109.6777 | |
05国债(11) | 10511 | 2.14 | 5 | 2.1644 | 96 | 307 | 1.7999 | 97.7999 | 年付 | 0.0411 | 2.0141 | 6.0868 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0137 | 95.56 | 363 | 2.8145 | 98.3745 | 年付 | 0.0405 | 3.5863 | 17.0136 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7589 | 97.68 | 89 | 0.8217 | 98.5017 | 年付 | 0.0404 | 3.4236 | 15.399 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7397 | 97.88 | 99 | 1.1057 | 98.9857 | 半年付 | 0.0429 | 11.8162 | 177.2728 | |
05国债(3) | 10503 | 3.3 | 5 | 1.6767 | 99.36 | 118 | 1.0668 | 100.4268 | 年付 | 0.0369 | 1.5861 | 4.0741 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5233 | 101.57 | 176 | 2.1468 | 103.7168 | 半年付 | 0.0416 | 5.5038 | 36.1791 | |
04国债(10) | 10410 | 4.86 | 7 | 3.263 | 102.99 | 271 | 3.6084 | 106.5984 | 年付 | 0.0386 | 2.884 | 11.6061 | |
04国债(8) | 10408 | 4.3 | 5 | 1.1644 | 100.89 | 307 | 3.6167 | 104.5067 | 年付 | 0.0349 | 1.0824 | 2.2542 | |
04国债(7) | 10407 | 4.71 | 7 | 3.011 | 102.88 | 363 | 4.6842 | 107.5642 | 年付 | 0.0368 | 2.654 | 10.1038 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7589 | 102.77 | 89 | 1.1924 | 103.9624 | 年付 | 0.0381 | 2.5246 | 8.9991 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.663 | 100.95 | 124 | 1.5004 | 102.4504 | 年付 | 0.0289 | 0.6478 | 0.8394 | |
03国债(11) | 10311 | 3.5 | 7 | 2.2466 | 99.28 | 277 | 2.6562 | 101.9362 | 年付 | 0.0383 | 2.0632 | 6.3911 | |
03国债(8) | 10308 | 3.02 | 10 | 5.0767 | 94.1 | 340 | 2.8132 | 96.9132 | 年付 | 0.0434 | 4.4374 | 25.2767 | |
03国债(7) | 10307 | 2.66 | 7 | 1.9973 | 97.54 | 2 | 0.0146 | 97.5546 | 年付 | 0.0397 | 1.8932 | 5.4287 | |
03国债(3) | 10303 | 3.4 | 20 | 14.663 | 87.48 | 127 | 1.1798 | 88.6598 | 半年付 | 0.0458 | 11.008 | 149.1286 | |
03国债(1) | 10301 | 2.66 | 7 | 1.4986 | 98.4 | 185 | 1.3482 | 99.7482 | 年付 | 0.0377 | 1.415 | 3.3894 | |
02国债(15) | 10215 | 2.93 | 7 | 1.2932 | 99.15 | 260 | 2.0871 | 101.2371 | 年付 | 0.036 | 1.2171 | 2.6818 | |
02国债(13) | 10213 | 2.6 | 15 | 9.0877 | 86 | 155 | 1.0951 | 87.0951 | 半年付 | 0.0449 | 7.7776 | 69.945 | |
02国债(10) | 10210 | 2.39 | 7 | 0.9863 | 98.88 | 6 | 0.0393 | 98.9193 | 年付 | 0.0356 | 0.9502 | 1.8058 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6603 | 94.44 | 126 | 0.8768 | 95.3168 | 年付 | 0.0421 | 3.3618 | 14.8352 | |
21国债(15) | 10115 | 3 | 7 | 0.326 | 100 | 248 | 2.0384 | 102.0384 | 年付 | 0.0289 | 0.3194 | 0.204 | |
21国债(12) | 10112 | 3.05 | 10 | 3.1918 | 96.9 | 297 | 2.4818 | 99.3818 | 年付 | 0.041 | 2.8918 | 11.4983 | |
21国债(10) | 10110 | 2.95 | 10 | 3.0959 | 96.75 | 332 | 2.6833 | 99.4333 | 年付 | 0.0409 | 2.8054 | 10.9138 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9507 | 98.56 | 22 | 0.2547 | 98.8147 | 半年付 | 0.0441 | 9.8135 | 117.7303 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7534 | 101.67 | 91 | 0.8502 | 102.5202 | 年付 | 0.0302 | 1.6441 | 4.3276 | |
99国债(8) | 9908 | 3.3 | 10 | 1.0904 | 99.9 | 334 | 3.0197 | 102.9197 | 年付 | 0.0338 | 1.0208 | 2.0584 | |
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